+227.9%
XLE vs MGY
+85.8%
+142.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | +0.3% | +1.5% | -1.2% | -0.5% |
| 30D | +8.5% | +6.8% | +1.7% | +4.4% |
| 3M | +14.6% | +2.6% | +12.0% | +12.2% |
| 6M | +17.6% | -3.1% | +20.7% | +18.6% |
| YTD | +48.1% | +29.4% | +18.7% | +26.7% |
| 1Y | +53.8% | +22.3% | +31.5% | +35.3% |
| 3Y | +56.2% | +26.6% | +29.7% | +31.6% |
| All | +227.9% | +85.8% | +142.1% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling